NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 4.183 4.289 0.106 2.5% 3.981
High 4.273 4.361 0.088 2.1% 4.273
Low 4.136 4.144 0.008 0.2% 3.942
Close 4.257 4.149 -0.108 -2.5% 4.257
Range 0.137 0.217 0.080 58.4% 0.331
ATR 0.097 0.105 0.009 8.9% 0.000
Volume 1,295 3,902 2,607 201.3% 7,737
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.869 4.726 4.268
R3 4.652 4.509 4.209
R2 4.435 4.435 4.189
R1 4.292 4.292 4.169 4.255
PP 4.218 4.218 4.218 4.200
S1 4.075 4.075 4.129 4.038
S2 4.001 4.001 4.109
S3 3.784 3.858 4.089
S4 3.567 3.641 4.030
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 5.150 5.035 4.439
R3 4.819 4.704 4.348
R2 4.488 4.488 4.318
R1 4.373 4.373 4.287 4.431
PP 4.157 4.157 4.157 4.186
S1 4.042 4.042 4.227 4.100
S2 3.826 3.826 4.196
S3 3.495 3.711 4.166
S4 3.164 3.380 4.075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.361 4.008 0.353 8.5% 0.145 3.5% 40% True False 2,002
10 4.361 3.942 0.419 10.1% 0.117 2.8% 49% True False 1,549
20 4.414 3.942 0.472 11.4% 0.093 2.2% 44% False False 1,602
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 5.283
2.618 4.929
1.618 4.712
1.000 4.578
0.618 4.495
HIGH 4.361
0.618 4.278
0.500 4.253
0.382 4.227
LOW 4.144
0.618 4.010
1.000 3.927
1.618 3.793
2.618 3.576
4.250 3.222
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 4.253 4.189
PP 4.218 4.175
S1 4.184 4.162

These figures are updated between 7pm and 10pm EST after a trading day.

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